23.12.2021 20:29

Risk Parameters Change for the Securities

The following risk parameters will be changed:

Ticker Minimum Initial Margin for
the Market Risk, % (S_1_min)
Minimum Initial Margin for
the Market Risk, % (S_2_min)
Minimum Initial Margin for
the Market Risk, % (S_3_min)
New value effective for
Current value New value Current value New value Current value New value
SIBN 17% 23% 23% 29% 30% 36% 24.12.2021 - 28.12.2021

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
SIBN 35% 77% 24.12.2021 - 28.12.2021

 

Ticker x_pr New value effective for
SIBN 1.45 24.12.2021 - 28.12.2021

 

Ticker w New value effective for
SIBN 0.07 24.12.2021 - 28.12.2021
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